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Univariate time series analysis

Univariate time series analysis - determining properties of time series.

Focus

Univariate time series analysis is focused on answering questions relating to individual time series.

  • Is the underlying system linear/nonlinear ?
  • How complex is the time series ?
  • What is the level of determinism in the time series ?
  • Is the time seris an activity record of an oscillatory system ?

 

Detecting nonlinearity

The main question here is whether there is sufficient evidence in the time series to suggest that the underlying dynamical system is nonlinear.

 

Determinstic structures

Judging the level of determinism (or conversely: the stochasticity) of the signal is an important step before beginning to analyze the time series in depth.

 

Detecting oscillatory modes in broadband data

An important question in signals with broadband spectra is whether dominant oscillatory modes can be identified.  Currently visual methods based on inspecting various time-frequency or other decomposition modes are used to judge whether the time series has (on or more) oscillatory modes.

 

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